Function NeuralARXFit not present even after loading?

I am quite new to Mathematica, and the Wolfram Environment in general, and was working my way through a few of the tutorials I was interested in. One of them being Machine Learning and Neural Networks. I have though, run into a problem. NeuralARXFit seems to be a quite powerful method for creating and training Neural Networks, and seems to have documentation provided on the Wolfram Alpha site.

The tutorial I was following is detailed here: https://reference.wolfram.com/applications/neuralnetworks/tutorial/ApplicationExamples.html#280003448

A Screenshot can be seen here:

It should be noted that NetApply, NetDerivative, and NetGraphPortContributors all seem to be valid methods. Yet, NeuralARXFit does not seem to be a valid method (and does not evaluate properly).

Is there anything I am doing wrong? At this point I basically copy pasted the tutorial (provided above), and it still does not seem to have a method provided for NeuralARXFit.

I am running Mathematica 11.

That’s an old package. You should be looking into built-in functionality:

and more generally:

Also check out: